+49.9%
EWJ vs ELF
+230.6%
-180.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.6% |
| 7D | +1.0% | -6.8% | +7.8% | +1.6% |
| 30D | +1.0% | +5.1% | -4.1% | +0.5% |
| 3M | +7.2% | +79.8% | -72.5% | +1.6% |
| 6M | +13.9% | +29.7% | -15.8% | +10.6% |
| YTD | +20.8% | +31.6% | -10.8% | +16.7% |
| 1Y | +26.4% | -27.9% | +54.3% | +27.7% |
| 3Y | +71.8% | -26.4% | +98.2% | +65.0% |
| 5Y | +49.9% | +235.6% | -185.7% | +1.9% |
| All | +49.9% | +230.6% | -180.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling